Hi All,
So I got the algorithm to run with out any errors but it is not making any trades.
I was wondering if I could ge some asscistance with it.
Best,
Andrew
QUANTCONNECT COMMUNITY
Hi All,
So I got the algorithm to run with out any errors but it is not making any trades.
I was wondering if I could ge some asscistance with it.
Best,
Andrew
Hi andrew martin czeizler ,
There are a couple of issues in the algorithm. First, it doesn't set self.week after the if-condition is not met. Also, since the averages are updated by the CoarseFundamental.AdjustedPrice, we cannot return when the if-condition is met, so we need to move it down in that method:
def CoarseSelectionFunction(self, coarse):
for cf in coarse:
if cf.Symbol not in self.averages:
self.averages[cf.Symbol] = SymbolData(cf.Symbol)
avg = self.averages[cf.Symbol]
avg.update(cf.EndTime, cf.AdjustedPrice)
current_week = self.Time.isocalendar()[1]
if current_week == self.week:
return Universe.Unchanged
self.week = current_week
values = list(filter(lambda x: x.is_uptrend, self.averages.values()))
values.sort(key=lambda x: x.scale, reverse=True)
return [ x.symbol for x in values[:self.coarse_count] ]
Please note that we need, at least, 300 trading days to warm up the indicators, so the StartDate-EndDate range should be greater than 300 trading days.
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